Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 1,149,154,323 | 1,088,819 | 5,846 | 1,150,248,989 | 206,889 | 555,973.97 |
SQQQ | 1,066,948,486 | 3,319,456 | 46,913 | 1,070,314,855 | 2,213,293 | 48,358.48 |
SPDN | 790,735,102 | 384,117 | 1,228 | 791,120,447 | 67,123 | 1,178,613.06 |
SPXS | 415,331,582 | 1,037,151 | 17,721 | 416,386,454 | 431,841 | 96,421.24 |
PSQ | 375,896,585 | 87,729 | 6,063 | 375,990,377 | 25,649 | 1,465,906.57 |
DOG | 290,653,463 | 65,982 | 54 | 290,719,499 | 12,657 | 2,296,906.84 |
SDS | 161,630,672 | 357,382 | 7,078 | 161,995,133 | 102,185 | 158,531.23 |
SPLG | 126,090,088 | 298,417 | 23,071 | 126,411,576 | 22,266 | 567,733.66 |
QID | 115,506,002 | 302,891 | 4,704 | 115,813,597 | 29,055 | 398,601.26 |
EEM | 86,809,243 | 970,003 | 23,809 | 87,803,055 | 762,243 | 11,519.04 |
SPXU | 62,729,095 | 150,668 | 4,245 | 62,884,008 | 43,705 | 143,882.87 |
TQQQ | 60,691,597 | 1,817,624 | 148,701 | 62,657,921 | 490,862 | 12,764.88 |
RWM | 60,635,251 | 31,530 | 183 | 60,666,964 | 15,851 | 382,732.72 |
TWM | 42,558,662 | 47,878 | 3,851 | 42,610,391 | 42,908 | 99,306.40 |
EFA | 38,436,940 | 134,051 | 15,500 | 38,586,491 | 139,656 | 27,629.67 |
SDOW | 35,663,113 | 141,682 | 8,047 | 35,812,842 | 47,521 | 75,362.14 |
SSO | 33,415,774 | 56,013 | 5,806 | 33,477,594 | 4,972 | 673,322.49 |
SPY | 32,364,244 | 755,537 | 78,625 | 33,198,406 | 308,229 | 10,770.70 |
UPRO | 27,434,594 | 49,119 | 16,877 | 27,500,591 | 11,481 | 239,531.32 |
DUST | 25,840,835 | 106,242 | 566 | 25,947,644 | 102,091 | 25,416.19 |
JAAA | 25,057,382 | 219,565 | 1,338 | 25,278,286 | 19,749 | 127,997.80 |
TSLL | 24,328,231 | 809,113 | 1,036 | 25,138,380 | 402,991 | 6,237.95 |
XLF | 22,207,687 | 858,836 | 25,934 | 23,092,457 | 1,225,519 | 1,884.30 |
FELC | 19,726,367 | 4,465 | 367 | 19,731,199 | 6,168 | 319,896.22 |
QLD | 19,164,931 | 125,858 | 4,986 | 19,295,775 | 15,677 | 123,083.34 |
Data for 2024-04-17 to 2024-04-23 inclusive.
- Missed Liquidity
- This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO where we had no liquidity.
- Exhausted Liquidity
- This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO, which were partially filled.
- Routed Liquidity
- This number represents for the last week the average daily volume on orders which were routed and filled on another venue.
- Volume Opportunity
- This is a measure of the total average daily volume of the missed, exhausted and routed liquidity.
- Cboe ADV
- Average Daily Volume for the last week of shares matched on Cboe for the security shown.
- Liquidity Opportunity
- Percentage of the ADV missed, exhausted or routed. The higher the percentage the larger the market making opportunity.